Model Risk Validation Quant Analyst

Wright-Patt Credit Union; Beavercreek (OH); On-site; USD 90,000 - 130,000; Full time

Job summary

Wright-Patt Credit Union seeks a Model Risk Management Quantitative Analyst to independently validate models used across lending, forecasting, risk management, and strategic decision-making. The role involves testing, data analysis, performance evaluation, and providing independent challenge to ensure models are sound and fit for purpose.

You will partner with model owners, data teams, and risk leaders to assess assumptions, identify limitations, and communicate findings that support effective

Qualifications

• Independent validations of internally developed and vendor-provided models.
• Data analysis and quantitative assessment.
• Model monitoring and performance evaluation.
• Documentation and governance support.
• Communication and stakeholder partnership.

Responsibilities

• Perform independent validations of models; review purpose, design, methodology, and limitations.
• Analyze input data, run exploratory analyses, and apply statistical techniques to evaluate performance.
• Review monitoring results, assess stability, and recommend improvements.
• Prepare validation reports and support model risk assessments and policy compliance.
• Present findings to model owners and management with clear, evidence-based rationale.

Job description

Wright-Patt Credit Union seeks a Model Risk Management Quantitative Analyst to independently validate models used across lending, forecasting, risk management, and strategic decision-making. The role involves testing, data analysis, performance evaluation, and providing independent challenge to ensure models are sound and fit for purpose.

You will partner with model owners, data teams, and risk leaders to assess assumptions, identify limitations, and communicate findings that support effective